+177.7%
CHRW vs ELV
+278.2%
-100.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.4% |
| 7D | +4.4% | +0.9% | +3.5% | +4.2% |
| 30D | +5.5% | +7.2% | -1.7% | +4.2% |
| 3M | -17.3% | +3.4% | -20.7% | -18.0% |
| 6M | -12.7% | +48.6% | -61.3% | -18.8% |
| YTD | -4.1% | +20.6% | -24.7% | -8.1% |
| 1Y | +21.2% | +38.5% | -17.3% | +12.8% |
| 3Y | +88.9% | -2.4% | +91.3% | +85.3% |
| 5Y | +93.1% | +25.3% | +67.7% | +76.2% |
| All | +177.7% | +278.2% | -100.6% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling